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"Trend following algorithms in automated derivatives market trading."

Simon Fong, Yain-Whar Si, Jackie Tai (2012)

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DOI: 10.1016/J.ESWA.2012.03.048

access: closed

type: Journal Article

metadata version: 2021-04-27

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  - journals/eswa/FongST12
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  - https://dblp.org/rec/journals/eswa/FongST12
Simon Fong, Yain-Whar Si, Jackie Tai:
Trend following algorithms in automated derivatives market trading. Expert Syst. Appl. 39(13): 11378-11390 (2012)

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